Nuveen ESG Large-Cap Value ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.44% (-0.73%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0392 | 12.92 | |
| 0.0335 | 6.28 | |
| 0.8236 | 133.40 | |
| 0.2130 | 9.97 |
Estimation Period:
Jan 11, 2017 to Feb 13, 2026
Jan 11, 2017 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Nuveen ESG Large-Cap Value ETF Analyses
Other GJR-GARCH Analyses on ETFs